Multivariate Copula Models at Work: Outperforming the desert island copula?

Since the pioneering work of Embrechts and co-authors in 1999, copula models enjoy steadily increasing popularity in finance. Whereas copulas are well-studied in the bivariate case, the higher-dimensional case still offers several open issues and it is by far not clear how to construct copulas which sufficiently capture the characteristics of financial returns. For this reason, elliptical copulas (i.e. Gaussian and Student-t copula) still dominate both empirical and practical applications. On the other hand, several attractive construction schemes appeared in the recent literature prom sing flexible but still manageable dependence models. The aim of this work is to empirically investigate whether these models are really capable to outperform its benchmark, i.e. the Student-t copula (which is termed by Paul Embrechts as "desert island copula" on account of its excellent fit to financial returns) and, in addition, to compare the fit of these different copula classes among themselves. --KS-copula,Hierarchical Archimedian,Product copulas,Pair-copula decomposition

Development of a tool-changing system for nanofabrication machines

The frequent use of a growing diversity of tools in nanofabrication machines raises the need for a highly reproducible tool-changing system that is capable of working with tools of different weights and moments of inertia. Since the tool-changing system is designed beneficially based on an open, force-paired kinematic coupling, means to apply a holding force are required. The holding force needed is about 40 N in total and has to be applied without heat dissipation or other disturbances. Since variations in the elastic deformation at the contact points of the coupling directly influence the reproducibility of the tool position, the force application needs to be highly reproducible. An analytical model is developed to determine the force application requirements, taking into consideration elastic deformation and friction. Based on this model, the allowable variation of the holding force in amount and direction, as well as the allowable deviation of the force application point, are determined. Thereby, the resulting influence of the force application on the reproducibility of the position of the tool-center point is intended to be 5 nm or less. Eleven solution principles for force application are developed based on the physical effects of magnetic force, spring force, and weight force. Based on a systematic evaluation, an arrangement of three permanent magnets with flux guide pieces at an angle of 120° to each other has been chosen at the fixed side. On the tool side, ferromagnetic plates are used to close the magnetic circuit. Thereby, the air gap and, thus, the holding force can be adjusted individually for each tool. During the tool change, the magnetic force is switched off by short-circuiting the magnetic flux with an additional rotatory-mounted flux piece, which is driven by a gear motor. The designed prototype will be tested and further optimized within a nanofabrication machine

Experimental setup for the investigation of reproducibility of novel tool changing systems in nanofabrication machines

Nanomeasuring machines developed at the Technische Universität Ilmenau enable three-dimensional measurements and manufacturing processes with the lowest uncertainties. Due to the requirements for these processes, a highly reproducible and long-term stable tool changing system is needed. For this purpose, kinematically determined couplings are widely used. The state-of-the-art investigations on those are not sufficient for the highest demands on the reproducibility required for this application. A theoretical determination of the reproducibility based on analytical or numerical methods is possible, however not in the desired nanometer range. Due to this, a measurement setup for the determination of the reproducibility in five degrees of freedom with nanometer uncertainty was developed. First, potential measuring devices are systematically examined and measurement principles were developed out of this. A three-dimensional vector-based uncertainty analysis is performed to prove the feasibility of the measurement principle and provides a basis for further design. As a result, a translatory measurement uncertainty of 10 nm and a rotatory uncertainty of 11 nrad can be reached. Afterwards, the measurement setup is designed, focusing on the metrological frame and the lift-off device. The developed setup exceeds the uncertainties of the measurement setups presented in the state-of-the-art by an order of magnitude, allowing new in-depth investigations of the reproducibility of kinematic couplings

A contribution to the implementation of ultraprecision rotations for multiaxial nanopositioning machines

Existing long range nanopositioning and nanomeasuring machines are based on three independent linear movements in three rectangular axes. This in combination with the specific nature of optical and mechanical sensors and tools limits the application of those machines in terms of addressable part geometries. State of the art multiaxial precision machines solve this problem but do not fulfil the requirements in positioning accuracy. This article contributes to the development of multiaxial machine structures allowing e.g. 5-axis operation while keeping the precision in the nanometre range. A parameter based dynamic evaluation system with quantifiable technological parameters is performed to identify general solution concepts. State of the art machines are evaluated based on this classification system in terms of the implementation of multi-axial movements. The evaluation system is further refined with comprehensive design catalogues and corresponding diagrams to support the selection of adequate substructures. First evaluations for the substructure in terms of a rotation axis for the probing system of a nanopositioning machine in its XZ-plane show the highest degree of fulfilment for basic structures considering a goniometer setup. After all, the knowledge gained is formed into general rules for the verification and optimization of constructive solutions for multiaxial nanopositioning machines

Matrix Effects on Photoluminescence and Oxygen Sensitivity of a Molecular Ruby

The molecular ruby analogue [Cr(ddpd)2]3+ (ddpd=N,N’‐dimethyl‐N,N’‐dipyridine‐2‐ylpyridine‐2,6‐diamine) exhibits near infrared (NIR) emission with a high photoluminescence (PL) quantum yield ΦPL of 11 % and a lifetime of 898 μs in deaerated water at room temperature. While ligand‐based control of the photophysical properties has received much attention, influences of the counter anions and microenvironment are still underexplored. In this study, the luminescence properties of the molecular ruby were systematically examined for the counter anions Cl−, Br−, [BF4]−, [PF6]−, [BPh4]−, and [BArF24]− in acetonitrile (MeCN) solution, in crystals, and embedded into polystyrene nanoparticles (PSNP). Stern‐Volmer analyses of the oxygen quenching studies in the intensity and lifetime domain showed the highest oxygen sensitivity of the complexes with the counter anions of [BF4]− and [BArF24]−, which also revealed the longest luminescence lifetimes. Embedding [Cr(ddpd)2][PF6]3 in PSNPs and shielding with poly(vinyl alcohol) yields a strongly NIR‐emissive oxygen‐insensitive material with a record ΦPL of 15.2 % under ambient conditions

Early divergence, broad distribution, and high diversity of animal chitin synthases

Even though chitin is one of themost abundant biopolymers in nature, current knowledge on chitin formation is largely based only on data from fungi and insects. This study reveals unanticipated broad taxonomic distribution and extensive diversification of chitin synthases (CSs) in Metazoa, shedding newlight on the relevance of chitin in animals and suggesting unforeseen complexity of chitin synthesis in many groups. We uncovered robust orthologs to insect type CSs in several representatives of deuterostomes, which generally are not thought to possess chitin. This suggests a broader distribution and function of chitin in this branch of the animal kingdom. We characterize a new CS type present not only in basal metazoans such as sponges and cnidarians but also in several bilaterian representatives. Themost extensive diversification of CSs took place during emergence of lophotrochozoans, the third large group of protostomes next to arthropods and nematodes, resulting in coexistence of up to ten CS paralogs inmolluscs. Independent fusion to different kinds of myosinmotor domains in fungi and lophotrochozoans points toward high relevance of CS interaction with the cytoskeleton for fine-tuned chitin secretion. Given the fundamental role that chitin plays in themorphology of many animals, the here presented CS diversification revealsmany evolutionary complexities. Our findings strongly suggest a very broad andmultifarious occurrence of chitin and question an ancestral role as cuticular component. The molecular mechanisms underlying regulation of animal chitin synthesis are most likely far more complex and diverse than existing data from insects suggest

Single and double inclusive particle production in d+Au collisions at RHIC, leading twist and beyond

We discuss the evidence for the presence of QCD saturation effects in the data collected in d+Au collisions at RHIC. In particular we focus our analysis on forward hadron yields and azimuthal correlations. Approaches alternative to the CGC description of these two observables are discussed in parallel.Comment: 20 pages ann 9 figures. Contribution to the proceedings of the Workshop "Saturation, the Color Glass Condensate and Glasma: What Have we Learned from RHIC?", May 10-12 2010, Brookhaven National Laboratory, US

Single Inclusive Hadron Production at RHIC and the LHC from the Color Glass Condensate

Using the unintegrated gluon distribution obtained from numerical simulations of the Balitsky-Kovchegov equation with running coupling, we obtain a very good description of RHIC data on single inclusive hadron production at forward rapidities in both p+p and d+Au collisions. No K-factors are needed for charged hadrons, whereas for pion production a rapidity independent K-factor of order 1/3 is needed. Extrapolating to LHC energies, we calculate nuclear modification factors for light hadrons in p+Pb collision, as well as the contribution of initial state effects to the suppression of the nuclear modification factor in Pb+Pb collisions.Comment: Abstract and 3 figures modifie

Three-dimensional FIB-SEM reconstruction of microtubule-organelle interaction in whole primary mouse beta cells

Microtubules play a major role in intracellular trafficking of vesicles in endocrine cells. Detailed knowledge of microtubule organization and their relation to other cell constituents is crucial for understanding cell function. However, their role in insulin transport and secretion is currently under debate. Here, we use Fib-Sem to image islet beta cells in their entirety with unprecedented resolution. We reconstruct mitochondria, Golgi apparati, centrioles, insulin secretory granules and micro-tubules of seven beta cells, and generate a comprehensive spatial map of microtubule-organelle interactions. We find that micro-tubules form non-radial networks that are predominantly not connected to either centrioles or endomembranes. Microtubule number and length, but not microtubule polymer density, vary with glucose stimulation. Furthermore, insulin secretory granules are enriched near the plasma membrane where they associate with microtubules. In summary, we provide the first 3D reconstructions of complete microtubule networks in primary mammalian cells together with evidence regarding their importance for insulin secretory granule positioning and thus supportive role in insulin secretion